4.05Open2.01Pre Close2 Volume103 Open Interest23.50Strike Price797.00Turnover176.51%IV0.51%PremiumJan 10, 2025Expiry Date3.82Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9880Delta0.0215Gamma5.15Leverage Ratio-0.0281Theta-0.0003Rho-5.08Eff Leverage0.0003Vega